+60.7%
NOK vs CME
+74.8%
-14.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +5.4% | +3.9% | +1.4% | +5.1% |
| 30D | -14.1% | +11.3% | -25.5% | -14.9% |
| 3M | -23.6% | +19.6% | -43.1% | -25.0% |
| 6M | -45.1% | +8.1% | -53.2% | -44.7% |
| YTD | +24.7% | +20.4% | +4.3% | +22.5% |
| 1Y | +19.0% | +16.5% | +2.5% | +17.8% |
| 3Y | +147.0% | +66.4% | +80.6% | +116.3% |
| All | +60.7% | +74.8% | -14.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling